Partial Effects for Fractional Ridge Regression

Because Fractional Ridge Regression fits a linear model without a link function, the partial effects are mathematically identical to the estimated ridge coefficients. This function serves as a wrapper to maintain API compatibility with the rest of the fracreg package, printing a brief notification and returning the standard coefficient tables.

Usage

fracregridge.pe(
  object,
  APE = TRUE,
  CPE = FALSE,
  at = NULL,
  variance = TRUE,
  table = FALSE,
  ...
)

Arguments

object: An object of class fracregridge.
APE: logical. Ignored for ridge regression.
CPE: logical. Ignored for ridge regression.
at: numeric vector. Ignored for ridge regression.
variance: logical. Ignored for ridge regression.
table: logical. Ignored for ridge regression.
...: further arguments passed to or from other methods.

Value

An object of class fracreg.pe containing the standard coefficient tables.

Author

Sulman Olieko Owili <oliekosulman@gmail.com>

Examples

# Generate random data
set.seed(123)
y <- rnorm(100)
X <- matrix(rnorm(1000), 100, 10)
colnames(X) <- paste0("X", 1:10)

# Fit Fractional Ridge Regression
mod <- fracregridge(y, X, fracs = c(0.3, 0.5))

# Compute Partial Effects (identical to coefficients)
pe <- fracregridge.pe(mod)
print(pe)
#> 
#> Fractional ridge regression
#> 
#> Average partial effects:
#> 
#> Note: Fractional ridge regression is a linear model without a link function.
#> Therefore, the partial effects are mathematically identical to the coefficients themselves.
#> 
#> Target Fraction: 0.3
#>                    dy/dx
#> (Intercept)  0.025969041
#> X1          -0.015190037
#> X2          -0.029634697
#> X3          -0.017972923
#> X4          -0.048194568
#> X5          -0.013807840
#> X6          -0.013152916
#> X7           0.048353290
#> X8          -0.006353284
#> X9           0.001567879
#> X10          0.020836124
#> 
#> Target Fraction: 0.5
#>                    dy/dx
#> (Intercept)  0.043431002
#> X1          -0.025277903
#> X2          -0.050625055
#> X3          -0.035289788
#> X4          -0.081684776
#> X5          -0.021406027
#> X6          -0.022143313
#> X7           0.078031858
#> X8          -0.014086532
#> X9           0.002529806
#> X10          0.031879315
#>